+140.2%
MAS vs IWD
+197.9%
-57.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.5% |
| 7D | -0.8% | -0.3% | -0.5% | -0.5% |
| 30D | -5.6% | +0.6% | -6.1% | -6.2% |
| 3M | +4.4% | +7.2% | -2.8% | -3.0% |
| 6M | +7.2% | +16.2% | -9.0% | -8.5% |
| YTD | +16.1% | +23.3% | -7.2% | -7.0% |
| 1Y | +0.1% | +29.6% | -29.5% | -23.9% |
| 3Y | +28.3% | +70.5% | -42.2% | -26.2% |
| 5Y | +30.5% | +73.5% | -43.0% | -25.4% |
| All | +140.2% | +197.9% | -57.8% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling